Portfolio Backtest

Rule-aware portfolio replay from order_plan_daily
Market: Oslo Børs Universe: OSEBX
NAV trajectory
2022-01-03 → 2023-12-29
Portfolio
Index (Oslo Børs)
Total return
-2.06%
CAGR
-1.04%
Max drawdown
-18.35%
Volatility
15.43%
Sharpe
0.01
Index return
+7.87%
Alpha
-9.93%
Activity & risk
Trades 0
Win rate —%
Avg trade —%

Avg exposure 85.4%
Avg cash 14.6%
Start NAV 1 000 000.00
End NAV 979 362.38
Turnover 4 657 829.60
Fees 5 293.00
Exits
Exit date Symbol Signal Entry date Hold days Entry Exit Return Reason
Open positions at end
Symbol Entry date Last event date Hold days Qty Avg cost Last price Last price date Market value % of NAV Unrealized %
AKRBP 2023-08-10 2023-08-10 141 322.7292 289.70 311.20 2026-03-09 100 433.32 10.25% +7.42%
BWLPG 2023-08-09 2023-11-02 142 727.1296 115.00 166.40 2026-03-09 120 994.37 12.35% +44.70%
FRO 2023-08-25 2023-10-16 126 175.5677 193.96 339.70 2026-03-09 59 640.35 6.09% +75.14%
KOG 2022-12-01 2022-12-01 393 1 199.3817 81.00 401.55 2026-03-09 481 611.71 49.18% +395.74%
ORK 2023-05-10 2023-05-10 233 1 259.2014 83.00 124.30 2026-03-09 156 518.73 15.98% +49.76%
SALM 2023-08-25 2023-08-25 126 278.9103 494.00 552.50 2026-03-09 154 097.96 15.73% +11.84%
SNI 2023-10-09 2023-10-09 81 276.3414 334.00 334.00 2026-03-09 92 298.03 9.42% +0.00%
VAR 2023-08-10 2023-08-10 141 2 982.2851 31.35 39.89 2026-03-09 118 963.35 12.15% +27.24%
VEND 2023-06-01 2023-12-12 211 192.9180 200.20 254.20 2026-03-09 49 039.75 5.01% +26.97%
WAWI 2023-10-25 2023-10-25 65 1 086.2206 89.90 134.40 2026-03-09 145 988.05 14.91% +49.50%